First, The Night Circus. A period piece about a magic circus and the "game of chess" that is played out in it, with living people. The descriptions in this are so good, and the descriptions of the circus are sooo good... I just wish it was real. Holy cow. Seriously, go read this, right now.
Keeping with the circus theme, but with a lot more sex, violence, and faeries, (and less brillance in the writing, I admit) there is the The Immortal Circus (Cirque des Immortels) trilogy. These books are being written as Kindle Serials, and right now we're in the middle of the third book. If you like dark faerie stories and can take the lightness of the story, it's great junk food reading. I'm loving it, even if it is a guilty pleasure - like chocolate truffles, there's not much in the way of nutrition, but it sure is delicious. Oh, and almost all the major characters are women, which is rather wonderful.
Last, and I'm only halfway though but I'm enjoying it immensely, Timebound (The Chronos Files). Time travel with a female protagonist? I think I can name the number of books that deal with that on one hand! The treatment of the possible dangers and paradoxes of time travel in this book are brilliant (and it may have some not terribly subtle but very good commentary on certain religions and their treatment of temporal rather than spiritual or even ethical matters). Written for a young adult audience, it's much more tame that the Immortal Circus series, but very well written.